- #1
tommyhakinen
- 36
- 0
I have a 2x1 matrix A. I would like to find out E[A] which is the mean of the matrix. How do I do this? what is the dimension of the resultant matrix? using this E[A], I am going to find the covariance of matrix A by this formula
cov(A) = E[(A - E[A])(A - E[A])[tex]^{T}[/tex])
could someone please enlighten me? thank you in advance.
cov(A) = E[(A - E[A])(A - E[A])[tex]^{T}[/tex])
could someone please enlighten me? thank you in advance.